+20.0%
IWM vs MAR
+155.0%
-135.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.0% | +4.3% | -6.3% | -4.0% |
| 30D | -1.5% | +16.8% | -18.3% | -8.7% |
| 3M | -8.0% | +16.0% | -24.0% | -14.6% |
| 6M | -4.1% | +16.5% | -20.6% | -11.9% |
| YTD | +11.9% | +35.0% | -23.1% | -5.5% |
| 1Y | +15.0% | +49.4% | -34.3% | -8.2% |
| 3Y | +64.2% | +124.1% | -59.9% | +4.5% |
| All | +20.0% | +155.0% | -135.0% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MAR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling